Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345914.8326 | 543984.457 | -198069.6244 | -100964.9937 | -58155.1308 | -42809.863 |
Total P&L (%) | 345.9148 | 543.9845 | -198.0696 | -100.965 | -58.1551 | -42.8099 |
Avg Daily Profit (%) | 0.1449 | 0.2279 | -0.083 | 0 | -0.0365 | -0.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -315368 | -179827 | -313484 | -203688 | -175759 | -49354 |
Profit Factor | 1.2284 | 1.6471 | 0.706 | 0.7197 | 0.785 | 0.523 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 83 | 41 | 42 | 88 | 46 | 42 |
Losing Trades | 105 | 53 | 52 | 100 | 48 | 52 |
Profitability (%) | 44.1489 | 43.617 | 44.6809 | 46.8085 | 48.9362 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.554 | 2.1292 | 0.8741 | 0.8179 | 0.8191 | 0.6475 |
Largest Winning Trade | 171522 | 171522 | 45662 | 97311 | 97311 | 18931 |
Largest Losing Trade | -119497 | -75049 | -119497 | -150899 | -150899 | -31170 |
Avg Bars in Trades | 74 | 111 | 37 | 74 | 111 | 37 |
Avg Bars in Winners | 76 | 114 | 39 | 65 | 99 | 28 |
Avg Bars in Losers | 72 | 108 | 36 | 82 | 123 | 45 |
Bars Traded | 14020 | 10470 | 3550 | 14020 | 10470 | 3550 |
Profit Streak | 0 | 0 | 80.5573 | 73.8906 | 81.0573 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105 | 309958 | -582591 | -580476 | -580532 | -583149 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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